Cheyenne can be fun. There is Cupid's Adult Bookstore, but you can waste alot of money and never find anything. The rest area off Exit 7 of I-25 can be good, especially on Friday or Saturday nights after the cleaning guy leaves, around midnight. I've had great times on those nights between midnight and 1 am.
There's also Lion's Park, on the west end of the park, and Holiday Park, the northeast corner area (during warmer weather of course).
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